The Study Of Allocation Of Several Models Reinsurance

Reinsurance is an insurance action that, in order to spread risk, control damage, andexpand its underwriting capacity; the insurer transfer all the original underwriting risk orpart of the risk to another insurer. Reinsurance helps insurance companies to avoid thecatastrophe. In the recent ten years,professional Reinsurance company have a fasterdevelepment.reinsurance market change from being minor to being major,Its supportingrole to the insurance business of our country has risen. The reinsurance market of ourcountry has changed from legal cessions to bussiness cusion.It means chinese reinsurancemarket stepping into a new stage of development.The study of reinsurance is a topproblen to insurance bussiness.What we have found is there are a lot of research comes to original insurers in thestudy of reinsurance but less to reinsurers.In this paper, we try to take sides in reinsueerto discuss the allocation.we will provide the expression of allocation under the case ofproportional reinsurance and excess-of-loss reinsurance,and we will give positiveanalysis.Firstly, we stand on the side of reinsurancer to discuss its allocation eunder thecondition of compound poisson distribution, we will point out it is reasonable to doit,which we could discuss reinsurancer’s allocation witn maxmum-ruin-probability,andwe will prove it during the process we get the conclusion.Secondly, we stand on the side of reinsurancer to discuss its allocation eunder thecondition of general compound distribution.in this case,we will discuss the allocation byproportional reinsurance form and excess-of-loss reinsurance form. We will provide theexpression of allocation under the case of proportional reinsurance and excess-of-lossreinsurance.And we can get the same result when we set poisson distribution.Finally, we will consider a more generalized model which there are more than onereinsurancer in a reinsurance case.And we want to know the allocation of each one.wewill discuss it under the form of excess-of-loss reinsurance.At the first step we take pointon the first reinsurancer.when we get its limited allocation,we take its allocation as a footstone.under the base we considerd the allocation of the second reinsurance,then wewill discuss the third one、the fouth one.And the rest can be done in the same manner.